NYMEX Light Sweet Crude Oil Future February 2009


Trading Metrics calculated at close of trading on 17-Sep-2008
Day Change Summary
Previous Current
16-Sep-2008 17-Sep-2008 Change Change % Previous Week
Open 94.70 94.94 0.24 0.3% 110.02
High 94.70 97.33 2.63 2.8% 110.60
Low 91.70 92.50 0.80 0.9% 101.31
Close 91.69 97.09 5.40 5.9% 102.39
Range 3.00 4.83 1.83 61.0% 9.29
ATR 3.82 3.95 0.13 3.4% 0.00
Volume 7,621 10,904 3,283 43.1% 37,194
Daily Pivots for day following 17-Sep-2008
Classic Woodie Camarilla DeMark
R4 110.13 108.44 99.75
R3 105.30 103.61 98.42
R2 100.47 100.47 97.98
R1 98.78 98.78 97.53 99.63
PP 95.64 95.64 95.64 96.06
S1 93.95 93.95 96.65 94.80
S2 90.81 90.81 96.20
S3 85.98 89.12 95.76
S4 81.15 84.29 94.43
Weekly Pivots for week ending 12-Sep-2008
Classic Woodie Camarilla DeMark
R4 132.64 126.80 107.50
R3 123.35 117.51 104.94
R2 114.06 114.06 104.09
R1 108.22 108.22 103.24 106.50
PP 104.77 104.77 104.77 103.90
S1 98.93 98.93 101.54 97.21
S2 95.48 95.48 100.69
S3 86.19 89.64 99.84
S4 76.90 80.35 97.28
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 104.55 91.70 12.85 13.2% 3.75 3.9% 42% False False 8,036
10 112.15 91.70 20.45 21.1% 3.32 3.4% 26% False False 7,286
20 123.65 91.70 31.95 32.9% 3.90 4.0% 17% False False 5,528
40 130.15 91.70 38.45 39.6% 3.52 3.6% 14% False False 4,209
60 148.17 91.70 56.47 58.2% 3.00 3.1% 10% False False 3,340
80 148.17 91.70 56.47 58.2% 2.45 2.5% 10% False False 2,717
100 148.17 91.70 56.47 58.2% 2.20 2.3% 10% False False 2,313
120 148.17 91.70 56.47 58.2% 1.84 1.9% 10% False False 1,982
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.68
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 117.86
2.618 109.97
1.618 105.14
1.000 102.16
0.618 100.31
HIGH 97.33
0.618 95.48
0.500 94.92
0.382 94.35
LOW 92.50
0.618 89.52
1.000 87.67
1.618 84.69
2.618 79.86
4.250 71.97
Fisher Pivots for day following 17-Sep-2008
Pivot 1 day 3 day
R1 96.37 96.97
PP 95.64 96.84
S1 94.92 96.72

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These figures are updated between 7pm and 10pm EST after a trading day.

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